-24.1%
BBWI vs ALM
+7,705.7%
-7,729.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.4% | +2.9% |
| 7D | +1.5% | -2.6% | +4.1% | +1.5% |
| 30D | -5.2% | +32.0% | -37.2% | -5.3% |
| 3M | +11.1% | -15.0% | +26.1% | +11.1% |
| 6M | -13.4% | -10.1% | -3.2% | -13.4% |
| YTD | +0.1% | +99.4% | -99.3% | -0.2% |
| 1Y | -36.1% | +316.4% | -352.5% | -36.5% |
| 3Y | -44.1% | +2,022.0% | -2,066.1% | -44.8% |
| 5Y | -66.2% | +941.2% | -1,007.4% | -66.6% |
| 10Y | -54.8% | +2,950.3% | -3,005.1% | -55.4% |
| All | -24.1% | +7,705.7% | -7,729.8% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling